+302.3%
MRK vs FIVN
+282.0%
+20.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | -0.5% |
| 7D | -2.7% | -9.6% | +6.9% | -2.2% |
| 30D | +12.7% | -11.9% | +24.6% | +13.3% |
| 3M | +24.2% | +40.1% | -15.8% | +21.8% |
| 6M | +27.8% | +68.3% | -40.5% | +23.6% |
| YTD | +42.2% | +51.5% | -9.3% | +38.0% |
| 1Y | +80.2% | +15.1% | +65.1% | +77.2% |
| 3Y | +48.4% | -55.6% | +104.0% | +51.7% |
| 5Y | +133.6% | -82.4% | +216.0% | +150.2% |
| 10Y | +236.2% | +114.5% | +121.8% | +183.7% |
| All | +302.3% | +282.0% | +20.3% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling